Given a vector space
,
the orthogonal complement of a subset
is the subspace of
formed by all the vectors that are orthogonal to the vectors of
.
Remember that two vectors
and
are said to be orthogonal if their
inner product is equal to
zero:
Definition
Let
be a vector space. Let
be a subset of
.
The orthogonal complement of
,
denoted by
,
is
Let us make a simple example.
Example
Let
be the space of all
column vectors having real
entries. The inner product between two
vectors
is
Consider
the set
formed by the single
vector
Then,
the orthogonal complement of
is
Thus,
is formed by all the vectors
whose second entry
is equal to the first entry
.
No matter how the subset
is chosen, its orthogonal complement
is a subspace, that is, a set closed with respect to taking
linear combinations.
Proposition
Let
be a vector space. Let
be a subset of
.
Then, the orthogonal complement
is a subspace of
.
Arbitrarily choose
and two scalars
and
.
Then,
where:
in step
we have used the linearity of the inner product in in its first argument: in
step
we have used the fact that
and
belong to
and are therefore orthogonal to each vector of
.
Thus, we have proved that any linear combination of vectors of
is orthogonal to each element of
.
Hence, it belongs to
.
As a consequence,
is closed with respect to taking linear combinations. Thus, it is a subspace.
Remember that, given two subspaces
and
of
,
their sum is the
set
Moreover, when
,
then we say that the sum is direct
and we write
.
When, additionally, we have
thatthen
the two subspaces
and
are said to be complementary
subspaces. In other words, two subspaces are complementary if their direct
sum gives the whole vector space
as a result.
It turns out that if
is a subspace, then
is one of its complementary subspaces. This is the reason why
is called an orthogonal "complement".
Proposition
Let
be a
finite-dimensional
vector space. Let
be a subspace of
.
Then, the orthogonal complement
is a complementary subspace of
.
We first prove that
that
is, any vector
can be written as a sum of two vectors, one taken from
and one taken from
.
Since
and, a fortiori,
are finite-dimensional, we can find a
basis
of
.
By the Gram-Schmidt process, we can transform it into an
orthonormal basis
.
Moreover, as explained in the lecture on the
Gram-Schmidt process, any
vector
can be decomposed as
follows:
where
is orthogonal to all the vectors of the basis
.
This implies that
is orthogonal to every vector of
.
Therefore,
.
Moreover, the
vector
belongs
to
,
because
,
being a subspace, contains all linear combinations of its vectors. In other
words, we can write any vector
as a sum of a vector of
and a vector of
.
Thus,
Now,
if a vector
belongs to both
and
,
it must be orthogonal to itself, that
is,
But
by the definiteness property of the inner product, the only such vector is the
zero vector. Therefore,
and
the sum is direct.
Thus,
In the lecture on
complementary subspaces,
we have discussed the fact that complements are not necessarily unique, that
is, there can be many different complements to a subspace
.
On the contrary, the orthogonal complement is unique, as
is precisely identified by the condition that it must contain all the vectors
that
satisfy
If we take the orthogonal complement twice, we get back to the original subspace.
Proposition
Let
be a finite-dimensional vector space. Let
be a subspace of
.
Then,
By the definition of
,
any vector
is orthogonal to all vectors of
and therefore belongs to
.
Thus,
Now,
choose any vector
.
Since
is finite-dimensional and
is a subspace,
and
has the
decomposition
where
and
.
We have
that
because
,
being in
,
is orthogonal to all elements of
.
Moreover,
because
,
being in
,
is orthogonal to all elements of
.
Therefore,
By
the definiteness property of the inner product, this implies that
.
Therefore,
.
Thus, we have proved that the initial assumption that
implies that
.
In other
words,
By
putting the inclusion relations (1) and (2) together, we obtain
.
Below you can find some exercises with explained solutions.
Let
be the space of all
column vectors having real entries. Let
be the subspace containing all vectors of the
form
where
,
and
can be any real numbers satisfying
.
What is the orthogonal complement of
?
In particular, what constraints do the entries of the vectors in
need to satisfy? Can you find a vector that spans
?
The vectors of
can be written
as
In
other words,
is spanned by the two
vectors
The
orthogonal complement
contains all the vectors
that
satisfy
for
any two scalars
and
.
Since this equation needs to be satisfied for every
and
,
it must be
that
Denote
by
the three components of
:
Then,
and
Thus,
the orthogonal complement
contains all vectors
whose coordinates
satisfy the two
constraints
and
These
constraints are satisfied only by the vectors of the
form
In
other words,
is spanned by the
vector
Please cite as:
Taboga, Marco (2021). "Orthogonal complement", Lectures on matrix algebra. https://www.statlect.com/matrix-algebra/orthogonal-complement.
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